What evidence do they have that they are lying? I mean, they we’re sent out to do exactly what they have done, which is to infiltrate the various factions and report back to their original master (IE, presumably the Jailor or Denathrius.), which, by the leak we recieved, they have been doing. Yes, it’s possible they were giving false information, but just from a story perspective, that makes the twist of revealing their origins pretty redundant. The idea that they serve a master in the Shadowlands and aren’t actually native to the living universe was the big reveal, IMO.
That being said, if we kill off the Jailer, it seems probable they would find someone else to serve, possibly the void, given their various connections. Or one of them might step forward to lead their race and continue their quest to manipulate all ends.